+87.7%
CIEN vs RBA
+4,102.2%
-4,014.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.4% | +8.3% | +9.8% |
| 7D | -5.3% | +2.5% | -7.8% | -6.1% |
| 30D | -40.1% | +11.6% | -51.7% | -42.8% |
| 3M | -34.7% | +1.5% | -36.2% | -35.8% |
| 6M | -50.9% | -6.6% | -44.2% | -50.9% |
| YTD | +15.2% | -6.3% | +21.4% | +13.8% |
| 1Y | +35.2% | -4.0% | +39.1% | +32.5% |
| 3Y | +522.6% | +47.3% | +475.3% | +409.4% |
| 5Y | +344.2% | +47.7% | +296.6% | +251.3% |
| 10Y | +1,188.7% | +224.7% | +963.9% | +602.1% |
| All | +87.7% | +4,102.2% | -4,014.5% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling